Adaptive All Weather Portfolio v1
Backtest results
Metrics
1Y · since Oct 2025Adaptive All Weather Portfolio v1 | |
|---|---|
| Total Return | +7.49% |
| CAGR | +7.55% |
| Sharpe | 0.61 |
| Calmar | 1.06 |
| Max DD | -7.12% |
| Volatility | 13.44% |
| Win Rate | 51.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Adaptive All Weather Portfolio v1 mainly holds leveraged equity funds such as UPRO, TQQQ, and TECL when the market is trending up and risk-on signals are strong. It switches to defensive assets - US dollar (USDU), short-term bonds (SHY), and commodity spreads (PDBC) - when volatility spikes or bond performance outpaces cash, protecting the portfolio from sharp downturns.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF33%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- TYD22%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- QLD15%
ProShares Ultra QQQ
- SSO15%
ProShares Ultra S&P500
- PDBC7.5%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- COMT2.5%
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
- GLD2.5%
SPDR Gold Trust, SPDR Gold Shares
- OILK2.5%
ProShares K-1 Free Crude Oil ETF
Frequently asked questions
What is Adaptive All Weather Portfolio v1?
Adaptive All Weather Portfolio v1 mainly holds leveraged equity funds such as UPRO, TQQQ, and TECL when the market is trending up and risk-on signals are strong. It switches to defensive assets - US dollar (USDU), short-term bonds (SHY), and commodity spreads (PDBC) - when volatility spikes or bond performance outpaces cash, protecting the portfolio from sharp downturns.
What is Adaptive All Weather Portfolio v1 holding today?
As of Oct 30, 2026, Adaptive All Weather Portfolio v1 allocates to TMF 33%, TYD 22%, QLD 15%, SSO 15%, PDBC 7.5%, COMT 2.5%, GLD 2.5%, OILK 2.5%.
How has Adaptive All Weather Portfolio v1 performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Adaptive All Weather Portfolio v1 returned +7.9% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Adaptive All Weather Portfolio v1?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Adaptive All Weather Portfolio v1 in a hypothetical backtest was -7.1%.
How do I use Adaptive All Weather Portfolio v1?
Open Adaptive All Weather Portfolio v1 in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.